Real Madrid and Spain star Marco Asensio insisted he is happy at the Santiago Bernabeu.

It was the Asensio show in Elche, where the forward scored once and set up four more as Spain condemned World Cup finalist Croatia to the biggest defeat of its history – a 6-0 rout in the Nations League.

Asensio was linked with a move away from Champions League holders Madrid amid reports of a potential switch to Liverpool.

However, Asensio – who has five years remaining on his contract – said: "I've never had the intention to go anywhere."

The 22 year-old has flourished at Madrid, winning eight trophies, including the LaLiga title and two Champions Leagues, since linking up with the senior side in 2016 – having agreed to join from Mallorca in 2014.

"This is my third season, in this one I think I have continuity and more prominence, and I'm seeing the performance I'm doing," Asensio said.

Madrid will be looking to preserve its 100 per cent record after four matches when it visits Athletic Bilbao on Sunday (AEST).